Course: MATH 164, Optimization, Lecture 3, Fall 2016
Prerequisite: Math 115A. Not open for credit to students with credit for Electrical Engineering 136.
Course Content: Fundamentals of optimization. Linear programming: basic solutions, algorithms (simplex method, ellipsoid method, interior point methods). Gradient descent, Newton's Method, Conjgate Gradient methods. Least squares. Unconstrainted optimization. Semidefinite programming. Calculus of variations.
Last update: 15 October 2016

Instructor: Steven Heilman, heilman(@-symbol)ucla.edu
Office Hours: Wednesdays 10AM-11AM, Fridays 11AM-12PM, MS 5634
Lecture Meeting Time/Location: Monday, Wednesday and Friday, 1PM-150PM, Geology 6704
TA: Brent Woodhouse, bwoodhouse729@gmail.com
TA Office Hours: Mondays 11AM-12PM, 2PM-3PM, MS 6153
Discussion Session Meeting Time/Location: Tuesdays, 1PM-150PM, TBD
Recommended Textbook: Chong and Zak, An Introduction to Optimization, 4th Edition, Wiley. (I will never require you to read this book, and I will never assign exercises from this book. So, you could get through the course without buying this book.)
Other Textbooks (not required): Boyd and Vandenbergh, Convex Optimization. (Available Online)
Nocedal and Wright, Numerical Optimization (This book is more advanced, more comprehensive, and more rigorous than the Chong and Zak book.)
Grothschel, Lovasz and Schrijver, Geometric Algorithms and Combinatorial Optimization. (This book is a bit more advanced and a bit more specific, but the topics that it discusses are covered fairly comprehensively.) Also, it might be helpful to the read the introduction of the following article about semidefinite programming: Vandenberghe and Boyd, Semidefinite Programming. (Available Online)
First Midterm: Monday, October 17, 1PM-150PM, Geology 6704
Second Midterm: Wednesday, November 9th, 1PM-150PM, Geology 6704
Final Exam: Tuesday, December 6, 1130AM-230PM, Geology 3656
Other Resources: An introduction to mathematical arguments, Michael Hutchings, An Introduction to Proofs, How to Write Mathematical Arguments
Email Policy:

• My email address for this course is heilman(@-symbol)ucla.edu
• It is your responsibility to make sure you are receiving emails from heilman(@-symbol)ucla.edu , and they are not being sent to your spam folder.
• Do NOT email me with questions that can be answered from the syllabus.

• Late homework is not accepted.
• If you still want to turn in late homework, then the number of minutes late, divided by ten, will be deducted from the score. (The time estimate is not guaranteed to be accurate.)
• The lowest two homework scores will be dropped. This policy is meant to account for illnesses, emergencies, etc.
• Do not submit homework via email.
• There will be 8 homework assignments, assigned weekly on Tuesday and turned in at the beginning of the discussion section on the following Tuesday.
• A random subset of the homework problems will be graded each week. However, it is strongly recommended that you try to complete the entire homework assignment.
• You may use whatever resources you want to do the homework, including computers, textbooks, friends, the TA, etc. However, I would discourage any over-reliance on search technology such as Google, since its overuse could degrade your learning experience. By the end of the quarter, you should be able to do the entire homework on your own, without any external help..
• All homework assignments must be written by you, i.e. you cannot copy someone else's solution verbatim.
• Homework solutions will be posted on Friday after the homework is turned in.

• The final grade is weighted as the larger of the following two schemes. Scheme 1: homework (15%), the first midterm (20%), the second midterm (25%), and the final (40%). Scheme 2: homework (15%), largest midterm grade (35%), final (50%). The grade for the semester will be curved. However, anyone who exceeds my expectations in the class by showing A-level performance on the exams and homeworks will receive an A for the class.
• We will use the MyUCLA gradebook.
• If you cannot attend one of the exams, you must notify me within the first two weeks of the start of the quarter. Later requests for rescheduling will most likely be denied.
• You must attend the final exam to pass the course.

Tentative Schedule: (This schedule may change slightly during the course.)

Advice on succeeding in a math class:

• Review the relevant course material before you come to lecture. Consider reviewing course material a week or two before the semester starts.
• When reading mathematics, use a pencil and paper to sketch the calculations that are performed by the author.
• Come to class with questions, so you can get more out of the lecture. Also, finish your homework at least two days before it is due, to alleviate deadline stress.
• Write a rough draft and a separate final draft for your homework. This procedure will help you catch mistakes. Also, consider typesetting your homework. Here is a template .tex file if you want to get started typesetting.
• If you are having difficulty with the material or a particular homework problem, review Polya's Problem Solving Strategies, and come to office hours.

• HW0 HW1 HW2 HW3 HW4 HW5 HW6 HW7 HW8 (Solutions posted on CCLE)

• Exam 1 Solution Exam 2 Solution Final Solution

• Math 164 Lecture Notes